Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47276.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45881.98 Kr¶

PnL: ---------------------------------------> -1006.59 Kr¶

DD now: ---------------------------------> -2.782 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:50:22.390033'

Anic Portfolio¶

Today¶

Return: -1.407 %¶

This Week¶

Return: -1.327 %¶

Total¶

Return: 54.773 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -0.670000 388.300000 33.300000 9.380000 355.000000
Corem Property Group B 59 -2.090000 609.470000 32.470000 5.630000 576.999999
AcadeMedia 12 -3.040000 588.720000 31.720000 5.690000 557.000004
Resurs Holding 22 -1.730000 598.840000 24.840000 4.330000 573.999998
MedCap 2 -2.410000 445.000000 24.000000 5.700000 421.000000
Boozt 12 -1.340000 1674.000000 20.000000 1.210000 1653.999996
HMS Networks 2 -3.040000 689.200000 16.200000 2.410000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.840000 583.680000 13.680000 2.400000 570.000000
Swedbank A 3 -0.600000 577.590000 13.590000 2.410000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
SAAB B 8 -0.660000 3384.800000 7.800000 0.230000 3377.000000
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Beijer Electronics Group 26 -3.870000 2974.400000 3.400000 0.110000 2971.000006
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Intrum 4 -3.700000 525.200000 -1.800000 -0.340000 527.000000
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Nordea Bank Abp 29 -0.270000 3445.200000 -8.800000 -0.250000 3453.999992
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
Essity B 2 -1.960000 549.600000 -24.400000 -4.250000 574.000000
CTEK 13 -2.010000 507.000000 -27.000000 -5.060000 533.999999
Essity A 4 -2.300000 1104.000000 -45.000000 -3.920000 1149.000000
International Petroleum Corp. 5 -1.610000 549.000000 -45.570000 -7.660000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.470000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.110000 3586.700000 -169.300000 -4.510000 3756.000001
OX2 18 -2.610000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45881.980000 -1006.590000 -2.78212% 46888.564618

Updated:¶

'2023-01-25 13:50:35.097456'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶